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| HAL: hal-00696295, version 1 |
| arXiv: 1204.2926 |
| Detailed view |  Export this paper |
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| Asymptotic results for bifurcating random coefficient autoregressive processes |
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| Vassili Blandin 1, 2 |
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| (2012-04-13) |
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| The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the immigration and the inheritance, we establish the almost sure convergence of our estimators, as well as a quadratic strong law and central limit theorems. Our study mostly relies on limit theorems for vector-valued martingales. |
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| 1: | ALEA (INRIA Bordeaux - Sud-Ouest) |
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INRIA – Université de Bordeaux – CNRS : UMR5251 |
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| 2: | Institut de Mathématiques de Bordeaux (IMB) |
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CNRS : UMR5251 – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| bifurcating autoregressive process – random coefficient – weighted least squares – martingale – almost sure convergence – central limit theorem |
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| Fulltext link: |
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| http://fr.arXiv.org/abs/1204.2926 |
| hal-00696295, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00696295 | |
| oai:hal.archives-ouvertes.fr:hal-00696295 | |
| From: Vassili Blandin | |
| Submitted on: Friday, 11 May 2012 14:09:08 | |
| Updated on: Friday, 11 May 2012 14:09:08 | |
